Open Exchange system manager.
Expand your administrative group (”First administrative group” by default).
Expand Servers.
Expand “YourServersName”.
Expand Protocals container.
Select SMTP container.
On the right window, right click the Default SMTP virtual Server (Or the name you set your SMTP Server) and select Properties.
Select the Delivery Tab.
Click the Advanced button.
Under the Fully Qualified Domain Name (FQDN) type mail.yourdomain.com (The A/Host record you created in DNS for your mail server)
Click Apply and OK again to accept the changes

Configure SMTP banner Exchange 2007/2010

Open the Exchange management console.
Select the Organisation Configuration container.
Select Hub Transport container.
On the right select the Send Connectors tab.
Right click your send connector and select properties.
On the General tab under the Set the Fully Qualified Domain Name (FQDN) this connector will… type the A record domain name you created. Which in our case is mail.yourdomain.com. Click OK.
Under the Server Configuration container click the Hub Transport container.
In the Right window Select the properties of the Receive Connector under Receive Connectors tab.
On the General tab under the Set the Fully Qualified Domain Name (FQDN) this connector will… type the A record domain name you created. Which in our case is mail.yourdomain.com. Click OK.